+316.5%
CHTR vs MDY
+520.0%
-203.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.2% |
| 7D | -4.1% | -1.9% | -2.2% | -2.9% |
| 30D | -3.0% | -4.6% | +1.7% | +0.1% |
| 3M | +4.8% | -1.2% | +6.0% | +5.5% |
| 6M | -35.0% | +9.2% | -44.2% | -38.9% |
| YTD | -30.2% | +13.1% | -43.2% | -35.9% |
| 1Y | -44.8% | +13.0% | -57.8% | -49.3% |
| 3Y | -66.6% | +49.2% | -115.8% | -74.5% |
| 5Y | -81.5% | +47.2% | -128.7% | -85.8% |
| 10Y | -44.8% | +176.0% | -220.8% | -73.0% |
| All | +316.5% | +520.0% | -203.5% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling